+64.0%
XBI vs EMR
+15.3%
+48.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.3% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -2.0% | -6.8% | +4.8% | +0.4% |
| 3M | +17.8% | +7.5% | +10.3% | +14.0% |
| 6M | +23.7% | +9.9% | +13.9% | +17.6% |
| YTD | +28.2% | +16.0% | +12.3% | +20.0% |
| 1Y | +64.0% | +12.4% | +51.5% | +54.0% |
| All | +64.0% | +15.3% | +48.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling